Okay, here's how to add your wallpapers permanently to Settings > Background.
Create the following XML file in /usr/share/gnome-background-properties. I called this my-wallpapers.xml, and you can add all your custom background here. Also, note that this folder requires root privileges. Alternatively, you could install in ~/.local/share/backgrounds.
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE wallpapers SYSTEM "gnome-wp-list.dtd">
<wallpapers>
<wallpaper>
<name>Desert Sands</name>
<filename>/usr/share/backgrounds/desert-sands/desert-sands-timed.xml</filename>
<options>zoom</options>
<pcolor>#000000</pcolor>
<scolor>#000000</scolor>
<shade_type>solid</shade_type>
</wallpaper>
</wallpapers>
